# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "bayesestdft" in publications use:' type: software license: MIT title: 'bayesestdft: Estimating the Degrees of Freedom of the Student''s t-Distribution under a Bayesian Framework' version: 1.0.0 doi: 10.32614/CRAN.package.bayesestdft abstract: A Bayesian framework to estimate the Student's t-distribution's degrees of freedom is developed. Markov Chain Monte Carlo sampling routines are developed as in to sample from the posterior distribution of the degrees of freedom. A random walk Metropolis algorithm is used for sampling when Jeffrey's and Gamma priors are endowed upon the degrees of freedom. In addition, the Metropolis-adjusted Langevin algorithm for sampling is used under the Jeffrey's prior specification. The Log-normal prior over the degrees of freedom is posed as a viable choice with comparable performance in simulations and real-data application, against other prior choices, where an Elliptical Slice Sampler is used to sample from the concerned posterior. authors: - family-names: Roy given-names: Somjit email: sroy_123@tamu.edu - family-names: Lee given-names: Se Yoon email: seyoonlee.stat.math@gmail.com repository: https://roy-sr-007.r-universe.dev repository-code: https://github.com/Roy-SR-007/bayesestdft commit: e72ac816f1b199a70e9f9b0d4e15a65b13e7ecaf url: https://github.com/Roy-SR-007/bayesestdft contact: - family-names: Roy given-names: Somjit email: sroy_123@tamu.edu